+240.0%
ECHO vs VO
+468.2%
-228.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +3.4% | -0.3% | +3.7% | +3.7% |
| 30D | +2.4% | -0.3% | +2.7% | +2.7% |
| 3M | -28.0% | +2.9% | -30.9% | -29.5% |
| 6M | -21.2% | +9.3% | -30.6% | -26.7% |
| YTD | -17.4% | +14.2% | -31.6% | -25.8% |
| 1Y | +33.6% | +15.3% | +18.3% | +19.3% |
| 3Y | +419.7% | +56.2% | +363.4% | +273.2% |
| 5Y | +241.7% | +42.4% | +199.3% | +161.4% |
| 10Y | +180.8% | +194.7% | -14.0% | +23.5% |
| All | +240.0% | +468.2% | -228.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling